+86.4%
KRE vs STZ
-50.3%
+136.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | -0.1% |
| 7D | +2.3% | -7.4% | +9.7% | +4.0% |
| 30D | -2.5% | -10.9% | +8.4% | -0.1% |
| 3M | +6.2% | -13.4% | +19.7% | +9.4% |
| 6M | +15.8% | -16.2% | +32.0% | +19.8% |
| YTD | +16.0% | -10.4% | +26.4% | +17.4% |
| 1Y | +16.2% | -14.8% | +30.9% | +18.9% |
| 3Y | +86.4% | -50.1% | +136.6% | +107.1% |
| All | +86.4% | -50.3% | +136.7% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling